A lot of people (>3) asked me in the last month or so about how to land a first job after leaving the army / graduating from university, so I thought I'd write a post about it.
I think this post will mainly be helpful for those who look for their 1st job, because after that you get the feel for it.
This is a work in progress - I'll update this every now and then.

Reservations and conditions

I'm assuming that:

You're going into computer-science-ish fields

You're above average, so your best strategy is not to do shady things like putting stuff you didn't really do / don't really know in your CV

Why my experience might not be applicable to you:

I'm favoring startup mentality over big companies. This is because I can tolerate relative job insecurity (startups are more likely to die) and hate bureaucracy.
Your preferences may differ

I went for DevOps / Production / Operations / SysAdmin positions (the definition is very loose), where positions are filled slowly and the advantage is on the employee's side.
A job-finding experience of a Software Engineer / Software Developer may be different

I looked for work in Israel - some other country might have very different conventions

Before interviews

What would you like to do

You should establish, at large, what is the job type you're looking for.
Example criteria you should consider:

Company type (enterprise, startup)

Hours at the office (9-5, coming late and staying late, working a lot from home)

Crisis management (are you OK with being oncall / waking up in the middle of the night)

Tech area / platform (web, mobile, big data, security)

Team size (want to be the first of your kind, need a team to learn from and back you up)

Physical area (how far away from home are you willing to go, will you rent a new apartment if needed)

Expected salary

You should have some magnitude of your paycheck in mind.
You can get a basic idea by:

Asking your friends/colleagues/fellow students (they might lie. I found that some of my colleagues' self worth was so determined by their salary that they lied in order to not "feel ashamed")

CVs

General tip - tailor the CV to your expected position. For instance, avoid mentioning classes that are completely irrelevant (knitting) or over-detailing things that are partially relevant (e.g. when looking for a position as a Software Developer, no one will care about the version of the NetApp appliance you worked with)

Properly divide your CV

These sections are important:

Familiar technology
Avoid over-specifying (product versions when there is no major difference, for instance)
Try to group by tech (e.g. "html5" and "CSS" should come under "Web") - this is justified if you have 3+ such groups

Employment history
Listing what you did is better than what you worked with.
Example:

Objective
If you have one in your CV, it gives readers the first hint on what you're looking to do in your work, which is very interesting for interviewers

Make it easy to read

The CV should be easy to navigate, and short (if possible).
After working on it for a long time you might get used to it and not see the monstrosity it has become.
A good way to test this is to let someone see it (even if they're not from the field).
Should they start to:

Make weird faces about the layout

Look scared because the doc is long

Start straining their eyes due to small/weird font

Then you should probably rework it.

Start a LinkedIn account

LinkedIn is a good place to get your profile exposed to recruiters.
This adds a way to "discover" you, and also an easy way for people to get your CV if they only have your name.

Setting up interviews

You will suck in your first interview(s)

Since this is a relatively new challenge for you, you might fail the first couple of times. This is perfectly fine. However, you should plan accordingly, by not interviewing at your dream companies first.

Where to get jobs from

My ranking is based on this rationale: The more information you know about the job before beginning interviews, the better.

Personal contacts like friends, family and former colleagues are good because:

They probablly will be accurate about the job (rather than embellishing it)

They're familiar with both you and the workplace, and can appreciate whether you're going to fit

Recruitment agencies are OK, because:

They want you to find work through them, so they're "on your side"

The agent you'll be working with probably has more experience than you in the job market, so they might be able to hint you in on things you miss

Be sure to describe all of your job expectations to the agent, so they can filter what they offer you

Reprimend them if you think they ignore your filters - you don't want them wasting your time

Insist that the agent coordinate with you before sending your CV to some company. This will both help you filter out companies that don't match your criteria, list where your CV are going and keep tabs on the agent's work

Classified ads / job portals are a last resort in my opinion. If you decide to apply, know that:

You don't have to answer every single requirement. Even if you're missing a couple, you can apply

For some reason, some places think it's acceptable not to reply. Don't take it too hard.

Stick to your filters, sort of

You've already decided what you're looking for.
If you allow yourself to deviate from it too much, you can only end up with offers that you won't want to take.
Avoid filling your schedules with interviews that won't lead anywhere.
However, if something is a bit out of your boundaries but looks promising, it might be OK to try it.

Avoid overscheduling

Interviewing is tiring (at least when it's serious interviews), so if you'll schedule too much during one day, you'll hit the last one(s) exhausted and probably won't do your best.
I think 3 interviews a day is a lot and tried to stick to 2.

Interviewing

Job interviews will probably be a new skill for you to learn, so you might not do very well the first couple of times, as I said above.
Don't panic.

How to behave

This is sort of like a date - you and the interviewer haven't met before (at least not in this context) and are trying to evaluate each other.
Therefore, all sensible guidelines for dates apply here. Be nice, polite, know what you want, show self confidence etc.

Interview them back

The interview is also about you seeing if the company would be a good fit for you, so make sure you tell the interviewer what you're looking for.
You can also ask them about how their workday looks, what team they're designating you for, etc. All according to the progress of the interview (you'll get it eventually).

When failing interviews

Failing something isn't fun, but it's a great learning opportunity.
I'm referring here only to interviews where you didn't pass muster, and nothing like the workplace being a bad match for you etc.

Understand why you failed

Sometimes you have a feel that something didn't go well. You should analyze the situtation and try to understand what you could have done better. However, the main focus should be improving yourself for the next time and not being depressed about making a mistake.

It doesn't hurt to ask

If you're really clueless about what went wrong, you can try asking the interviewer, assuming you can contact them.Never argue with them - they've made their decision and no good will come from trying to convince them. You're only doing this to get information.
Worst outcome - you'll get no response or some obvious lie. Best outcome - you'll get some feedback that can help you better yourself.

When passing interviews

In my book, "passing" is when you get an offer. Nothing short of it.

Coordinate your offer window

Usually, each offer has a time window (you should ask if you don't know it). Try to time it so you'll have several offers in the same window. Otherwise, you'd have the Secretary problem, which is a tough problem to solve.